Andreas Kremer

Partner, McKinsey & Company and CEO at Risk Dynamics, a McKinsey company

Speaker

Andreas is a Partner in McKinsey’s Berlin office and leads McKinsey’s Risk Dynamics globally. He has deep expertise in risk analytics, machine learning, advanced analytics transformations, model validation and regulatory topics. He has served clients across Europe, the US as well as Asia on risk management topics and large scale transformations.

Development and implementation of multiple regulatory IRB models for several segments, incl. mortgages, consumer loans, auto finance, credit cards, SME lending, corporate lending, multinational and financial institutions lending Design, development and implementation of credit decisioning frameworks and engines, incl. machine learning models, rule-based engines, and back-testing facilities Numerous other model development engagements, incl. stress testing, economic capital modeling, liquidity risk models, treasury and interest rate risk models, fraud detection and financial crime detection models Various model validation and review activities, incl. review of IRB landscape, design of corporate model landscape strategy, review of model accuracy for capital calculation Various large scale AA, risk, and compliance transformations, incl. AA strategy for UK financial institution, AML transformation for EU bank, design and implementation of holistic ERM transformation in EU Development of several innovative model-based risk management approaches, incl. network based risk analysis (contagion effects), text-based Worked in financial institutions across Europe, the US, LatAm, Greater China, South-East Asia, and India.

Andreas holds a diploma in business administration, and a PhD in quantitative finance. Andreas has also studied mathematics and computer science. He studied in Germany as well as in South Korea. Andreas is right now living in Berlin with his family.